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On the Kuiper test for normality with mean and variance unknown

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  • A. S. Louter
  • J. Koerts

Abstract

Summary If one wants to test the hypothesis as to whether a set of observations comes from a completely specified continuous distribution or not, one can use the Kuiper test. But if one or more parameters have to be estimated, the standard tables for the Kuiper test are no longer valid. This paper presents a table to use with the Kuiper statistic for testing whether a sample comes from a normal distribution when the mean and variance are to be estimated from the sample. The critical points are obtained by means of Monte‐Carlo calculation; the power of the test is estimated by simulation; and the results of the powers for several alternative distributions are compared with the estimated powers of the Kolmogorov‐Smirnov test.

Suggested Citation

  • A. S. Louter & J. Koerts, 1970. "On the Kuiper test for normality with mean and variance unknown," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 24(2), pages 83-87, June.
    • Handle: RePEc:bla:stanee:v:24:y:1970:i:2:p:83-87
    DOI: 10.1111/j.1467-9574.1970.tb00110.x
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